CME Japanese Yen Future March 2014

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	0.9853	0.9881	0.0028	0.3%	0.9974
High	0.9890	0.9883	-0.0007	-0.1%	1.0050
Low	0.9845	0.9777	-0.0068	-0.7%	0.9872
Close	0.9885	0.9799	-0.0086	-0.9%	0.9877
Range	0.0045	0.0106	0.0061	135.6%	0.0178
ATR	0.0066	0.0069	0.0003	4.5%	0.0000
Volume	1,149	920	-229	-19.9%	2,481

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0138	1.0074	0.9857
R3	1.0032	0.9968	0.9828
R2	0.9926	0.9926	0.9818
R1	0.9862	0.9862	0.9809	0.9841
PP	0.9820	0.9820	0.9820	0.9809
S1	0.9756	0.9756	0.9789	0.9735
S2	0.9714	0.9714	0.9780
S3	0.9608	0.9650	0.9770
S4	0.9502	0.9544	0.9741

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	1.0467	1.0350	0.9975
R3	1.0289	1.0172	0.9926
R2	1.0111	1.0111	0.9910
R1	0.9994	0.9994	0.9893	0.9964
PP	0.9933	0.9933	0.9933	0.9918
S1	0.9816	0.9816	0.9861	0.9786
S2	0.9755	0.9755	0.9844
S3	0.9577	0.9638	0.9828
S4	0.9399	0.9460	0.9779

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9974	0.9777	0.0197	2.0%	0.0072	0.7%	11%	False	True	1,786
10	1.0093	0.9777	0.0316	3.2%	0.0066	0.7%	7%	False	True	1,107
20	1.0250	0.9777	0.0473	4.8%	0.0068	0.7%	5%	False	True	682
40	1.0358	0.9777	0.0581	5.9%	0.0063	0.6%	4%	False	True	393
60	1.0358	0.9777	0.0581	5.9%	0.0063	0.6%	4%	False	True	288
80	1.0398	0.9777	0.0621	6.3%	0.0052	0.5%	4%	False	True	216
100	1.0398	0.9777	0.0621	6.3%	0.0045	0.5%	4%	False	True	175
120	1.0643	0.9777	0.0866	8.8%	0.0044	0.5%	3%	False	True	147

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	1.0334
2.618	1.0161
1.618	1.0055
1.000	0.9989
0.618	0.9949
HIGH	0.9883
0.618	0.9843
0.500	0.9830
0.382	0.9817
LOW	0.9777
0.618	0.9711
1.000	0.9671
1.618	0.9605
2.618	0.9499
4.250	0.9327

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	0.9830	0.9834
PP	0.9820	0.9822
S1	0.9809	0.9811

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These figures are updated between 7pm and 10pm EST after a trading day.

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